Take a peek, they are cute. Maybe you have a kid (or your inner child) who NEEDS penguins in their life.
see here :
http://portableapps.com/node/9508
mildly buggy on some machines, it seems.
I had to disable Active Desktop by un-checking all boxes in the
Properties / Desktop / Customize Desktop... / Web tab, dis-able my jpeg wallpaper, and then right-click desktop and "Refresh".
Also, they won't be visible if you have windows open full-screen.